Canonical Correlation a Tutorial
In this case, the relation between SNR and correlation is S N = 2 1 2: (17) This relation between correlation and SNR is illustrated in figure 1 (bottom). A Explanations A.1 A note on correlation and covariance matrices In neural network literature, the matrix C xx in equation 3 is often called a corre-lation matrix. This can be a bit ...
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